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nth-order autocorrelation

  • The correlation of each value in a time series with the value of its predecessor with a time lag of n years. (Fritts 1976)
German: Autokorrelation der nten Ordnung
French: autocorrelation d'ordre n
Italian: autocorrelazione di ordine n
Spanish: autocorrelación de orden n
Portuguese: autocorrelação de ordem n
See also:

 

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